-86.5%
HTZ vs Z
-33.7%
-52.8%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.9% |
| 7D | +7.5% | -3.0% | +10.5% | +8.3% |
| 30D | +47.4% | -4.2% | +51.6% | +47.5% |
| 3M | -54.9% | -3.7% | -51.2% | -55.2% |
| 6M | -47.0% | -24.5% | -22.5% | -42.7% |
| YTD | -55.3% | -49.3% | -6.0% | -44.9% |
| 1Y | -57.6% | -58.7% | +1.0% | -43.9% |
| All | -86.5% | -33.7% | -52.8% | -85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded Z wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling